MARKOV PROCESSES AND DISPERSION THEORY

MA3H2 Markov Processes and Percolation theory

Cascade Markov Decision Processes: Theory and Applications

This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine the optimal performance and feedback controls, while some other cases are shown to lead to singular optimal control problems which are more difficult to solve....

Transition Path Theory for Markov Jump Processes

The framework of transition path theory (TPT) is developed in the context of continuous-time Markov chains on discrete state-spaces. Under assumption of ergodicity, TPT singles out any two subsets in the state-space and analyzes the statistical properties of the associated reactive trajectories, i.e. these trajectories by which the random walker transits from one subset to another. TPT gives pr...

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

The KTH Visit in Semi-Markov Processes